+962.9%
TT vs CFG
+351.2%
+611.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.3% |
| 7D | -9.0% | -2.2% | -6.8% | -8.3% |
| 30D | -17.6% | +0.4% | -18.0% | -17.8% |
| 3M | -18.7% | -12.6% | -6.1% | -14.9% |
| 6M | -17.4% | +0.6% | -18.0% | -17.9% |
| YTD | +1.5% | +12.4% | -10.9% | -3.1% |
| 1Y | -9.4% | +27.7% | -37.1% | -17.4% |
| 3Y | +85.1% | +172.4% | -87.3% | +25.2% |
| 5Y | +125.7% | +64.0% | +61.8% | +77.9% |
| 10Y | +757.3% | +252.8% | +504.5% | +347.2% |
| All | +962.9% | +351.2% | +611.8% | +390.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling